+50.3%
NDAQ vs CAKE
+152.3%
-102.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | 0.0% | -2.0% |
| 7D | -6.8% | -5.6% | -1.2% | -5.9% |
| 30D | -3.2% | -10.5% | +7.4% | -1.5% |
| 3M | +6.5% | +43.6% | -37.2% | -0.5% |
| 6M | +5.7% | +63.0% | -57.3% | -3.7% |
| YTD | -4.6% | +102.9% | -107.5% | -16.7% |
| 1Y | -1.6% | +75.6% | -77.2% | -11.9% |
| 3Y | +86.4% | +257.7% | -171.3% | +43.3% |
| 5Y | +50.3% | +156.0% | -105.7% | +16.1% |
| All | +50.3% | +152.3% | -102.0% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CAKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling